Raven MarketDOCS

Digital Options

2 min read

The instrument at the core of Raven Market — and why it's the cleanest on-chain derivative for directional trading.

What is a Digital Option?

A digital option — also called a cash-or-nothing option — is a derivative where the payoff is either a fixed monetary amount or nothing, depending on whether the underlying asset satisfies a price condition at expiry. The payout is not influenced by how far price moves past the strike — only whether it does.

For a CALL digital option:

Payout = N  ·  𝟙[ST ≥ K]
N = fixed notional  ·  ST = settlement price  ·  K = strike

Digital vs. Vanilla Options

PropertyDigital OptionsVanilla Options
Payout profileFixed (all-or-nothing)Variable — grows above strike
Max lossStake onlyPremium only
Greeks complexityLow — direction onlyHigh — delta, gamma, vega, theta
Position managementSet and forgetActive hedging often required
On-chain feasibilityHigh — boolean outcomeModerate — continuous pricing required

Digital vs. Perpetuals

PropertyDigital OptionsPerpetual Futures
Liquidation riskNoneYes
Funding ratesNoneContinuous
Max lossStake only — hard capEntire margin, and more with leverage
ComplexityLowHigh

Why Digital Options On-Chain?

Digital options map cleanly to blockchain settlement. The outcome is a boolean — a smart contract either transfers a payout or it doesn't. No clearing house. No margin engine. No continuous price tracking post-entry. This simplicity is what makes digital options ideal for a trustless, non-custodial, fully on-chain protocol.

What Raven Is Not